<p>
    Since our algorithm is non-deterministic, users should expect to see different results in repeated backtests. From
    running our algorithm ten times, we achieved Sharpe Ratios with an average of .211, a maximum of 0.917, and minimum
    of -0.312, and a standard deviation of 0.327. As we traded three technology stocks, we compare our results to QQQ.
    Comparing our algorithm to QQQ, our average Sharpe of .211 is significantly lower than the 0.967 Sharpe of QQQ.
</p>